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Author	SHA1	Message	Date
ycdesu	f6f3fcab02	ftx: orderbook snapshot checksum	2021-03-06 19:23:44 +08:00
YC	bd4168d3fc	Merge pull request #145 from c9s/ftx/order-update ... feature: emit orderbook update	2021-03-04 13:25:37 +08:00
Yo-An Lin	36dedffe3e	Merge pull request #143 from Larry850806/fix/remove-unused-symbol-in-backtest ... Remove unused symbols in backtest	2021-03-04 11:10:10 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	cd6457f5c0	orderbook: extract String() from Print()	2021-03-04 08:55:33 +08:00
ycdesu	43275d08bc	ftx: use pure function to convert orderbook snapshot	2021-03-03 22:36:14 +08:00
ycdesu	55b9569777	ftx: use the same struct to handle orderbook snapshot/update	2021-03-03 22:33:06 +08:00
Yo-An Lin	489449ddba	Merge pull request #144 from Larry850806/larry/remove-unused-conditions ... Remove unused conditions when generating orders	2021-03-03 16:24:43 +08:00
Larry850806	689734567a	Remove unused conditions when generating orders	2021-03-03 14:55:11 +08:00
Larry850806	a77bd1d74c	Remove unused symbols in backtest	2021-03-03 14:43:49 +08:00
YC	a685d9a57d	Merge pull request #142 from c9s/minor/ftx/unmarshal-at-same-time	2021-03-03 10:45:55 +08:00
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +08:00
Yo-An Lin	009dafd176	Merge pull request #141 from c9s/ftx/on-orderbook-snapshot	2021-03-03 09:05:08 +08:00
ycdesu	081aa17deb	doc: modify comment	2021-03-03 08:38:55 +08:00
ycdesu	160f6323e8	ftx: emit orderbook snapshot	2021-03-02 22:18:41 +08:00
ycdesu	253810556e	ftx: unmarshal orderbook snapshot	2021-03-02 18:33:19 +08:00
ycdesu	45528fa219	ftx: modify log	2021-03-02 18:33:19 +08:00
ycdesu	a26c0553ee	cmd: raise symbol not found err	2021-03-02 18:33:19 +08:00
Yo-An Lin	30efb06b34	Merge pull request #140 from c9s/fix/orderbook-validation ... fix: fix orderbook valudation logic	2021-03-02 10:45:09 +08:00
ycdesu	6f81b0ee17	orderbook: fix IsValid logic ... The original implementation always returns an error.	2021-03-02 10:33:46 +08:00
Yo-An Lin	8389056e80	Merge pull request #139 from crossgate10/main ... add yaml tag for mapping basic risk control order executor.	2021-03-01 18:42:04 +08:00
ben	40eadfeaca	add yaml tag for mapping basic risk control order executor.	2021-03-01 13:44:58 +08:00
c9s	8df86d2f5b	fix makefile for signing release	2021-03-01 12:17:49 +08:00
c9s	ea5554cf52	fix Makefile and update version file	2021-03-01 12:07:00 +08:00
c9s	ccdb0a9e56	add package json and ignore file for solidity module	2021-03-01 11:58:38 +08:00
Yo-An Lin	a52f487d4e	Merge pull request #138 from c9s/feature/global-margin-structure ... feature: convert and parse binance margin structure into global types	2021-02-28 16:13:48 +08:00
Yo-An Lin	592a8d87ae	Merge pull request #137 from c9s/feature/scale ... feature: add exp scale and log scale formula	2021-02-28 16:13:38 +08:00
c9s	3e616c5fac	convert and parse binance margin account structure	2021-02-28 15:06:20 +08:00
c9s	32c2780b16	convert binance margin account data into the global structure	2021-02-28 15:06:20 +08:00
c9s	b71ea867c5	ignore sync if sync service is nil	2021-02-28 15:05:49 +08:00
c9s	da79920ca9	rename scale struct name to PriceVolumeScale	2021-02-28 14:51:24 +08:00
c9s	83111c9eb9	test exponential scale with reverse range	2021-02-28 12:12:03 +08:00
c9s	3c9bcd8c9d	add more margin order side effect alias	2021-02-28 12:00:51 +08:00
c9s	99f236d2e0	integrate quantity scale into support strategy and grid strategy	2021-02-28 11:57:25 +08:00
YC	4730efefa3	Merge pull request #136 from c9s/ftx/print-subscribed-message	2021-02-28 09:07:11 +08:00
c9s	bf87fbbf55	add LinearScale	2021-02-28 02:20:47 +08:00
c9s	8572df2cb3	add link to TestQuadraticScale	2021-02-28 02:07:48 +08:00
c9s	83af52c53b	add QuadraticScale	2021-02-28 02:06:33 +08:00
c9s	52395fd460	add log scale graph link	2021-02-28 01:55:35 +08:00
c9s	fbb8837c5c	add exp scale and log scale formula	2021-02-28 01:53:45 +08:00
ycdesu	f7ef4a8028	cmd: create orderbook command to print orderbook snapshot and updates	2021-02-27 19:28:01 +08:00
ycdesu	883b7ef028	ftx: handle message in a new struct	2021-02-27 19:27:44 +08:00
ycdesu	d9ad022a81	ftx: define subscribed msg	2021-02-27 19:27:37 +08:00
ycdesu	73d05fe7bb	ftx: send subscriptions when connected	2021-02-27 18:42:46 +08:00
ycdesu	2a0bd5f962	ws: make Reconnect() public	2021-02-27 18:42:45 +08:00
ycdesu	282ce3ee99	cmd: move simple session factory to cmd/utils.go	2021-02-27 18:42:45 +08:00
Yo-An Lin	5196df9620	Merge pull request #134 from c9s/ftx/balance-testing-cmd ... feature: balance testing cmd	2021-02-27 18:16:20 +08:00
ycdesu	fd5574b006	cmd: add balances testing cmd ... Only support ftx	2021-02-27 17:24:59 +08:00
ycdesu	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +08:00
ycdesu	45da7ca1f5	cmd: add ftx flags	2021-02-27 17:23:59 +08:00